+922.9%
MSFT vs AG
+64.1%
+858.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.9% | +3.7% | -1.8% |
| 7D | +2.3% | +6.0% | -3.6% | +1.9% |
| 30D | -0.4% | -13.5% | +13.2% | +0.6% |
| 3M | +5.6% | -20.7% | +26.2% | +7.0% |
| 6M | +29.0% | -31.5% | +60.5% | +31.5% |
| YTD | +10.9% | -10.1% | +21.1% | +10.1% |
| 1Y | +6.2% | +26.0% | -19.8% | +2.8% |
| 3Y | +47.6% | +228.9% | -181.3% | +30.1% |
| 5Y | +67.9% | +8.7% | +59.3% | +55.9% |
| 10Y | +922.9% | +71.9% | +851.0% | +823.9% |
| All | +922.9% | +64.1% | +858.8% | +823.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling